Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences
A computational approach is proposed for solving the discrete time nonlinear stochastic optimal control problem. Our aim is to obtain the optimal output solution of the original optimal control problem through solving the simplified model-based optimal control problem iteratively. In our approach, t...
| Main Authors: | , , |
|---|---|
| Format: | Journal Article |
| Published: |
Gordon and Breach
2015
|
| Online Access: | http://hdl.handle.net/20.500.11937/25784 |
| _version_ | 1848751804350726144 |
|---|---|
| author | Kek, S.L. Teo, Kok Lay Aziz, M. |
| author_facet | Kek, S.L. Teo, Kok Lay Aziz, M. |
| author_sort | Kek, S.L. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | A computational approach is proposed for solving the discrete time nonlinear stochastic optimal control problem. Our aim is to obtain the optimal output solution of the original optimal control problem through solving the simplified model-based optimal control problem iteratively. In our approach, the adjusted parameters are introduced into the model used such that the differences between the real system and the model used can be computed. Particularly, system optimization and parameter estimation areintegrated interactively. On the other hand, the output is measured fromthe real plant and is fed back into the parameter estimation problemto establish amatching scheme.During the calculation procedure, the iterative solution is updated in order to approximate the true optimal solution of the original optimal control problem despite model-reality differences. For illustration, a wastewater treatment problem is studied and the results show the efficiency of the approach proposed. |
| first_indexed | 2025-11-14T07:58:33Z |
| format | Journal Article |
| id | curtin-20.500.11937-25784 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:58:33Z |
| publishDate | 2015 |
| publisher | Gordon and Breach |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-257842017-09-13T15:52:52Z Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences Kek, S.L. Teo, Kok Lay Aziz, M. A computational approach is proposed for solving the discrete time nonlinear stochastic optimal control problem. Our aim is to obtain the optimal output solution of the original optimal control problem through solving the simplified model-based optimal control problem iteratively. In our approach, the adjusted parameters are introduced into the model used such that the differences between the real system and the model used can be computed. Particularly, system optimization and parameter estimation areintegrated interactively. On the other hand, the output is measured fromthe real plant and is fed back into the parameter estimation problemto establish amatching scheme.During the calculation procedure, the iterative solution is updated in order to approximate the true optimal solution of the original optimal control problem despite model-reality differences. For illustration, a wastewater treatment problem is studied and the results show the efficiency of the approach proposed. 2015 Journal Article http://hdl.handle.net/20.500.11937/25784 10.1155/2015/659506 Gordon and Breach fulltext |
| spellingShingle | Kek, S.L. Teo, Kok Lay Aziz, M. Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences |
| title | Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences |
| title_full | Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences |
| title_fullStr | Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences |
| title_full_unstemmed | Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences |
| title_short | Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences |
| title_sort | efficient output solution for nonlinear stochastic optimal control problem with model-reality differences |
| url | http://hdl.handle.net/20.500.11937/25784 |